Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95551.6782 | 45102.7912 | 50448.8871 | 96525.7778 | 39306.1704 | 57219.6074 |
Total P&L (%) | 95.5517 | 45.1028 | 50.4489 | 96.5258 | 39.3062 | 57.2196 |
Avg Daily Profit (%) | 0.3669 | 0.1732 | 0.1937 | 0.2598 | 0.1274 | 0.1739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30202 | -42827 | -21154 | -63008 | -61485 | -41408 |
Profit Factor | 1.5042 | 1.3615 | 1.7789 | 1.2746 | 1.169 | 1.4812 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 46.3768 | 41.1765 | 51.4286 | 46.3768 | 41.1765 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.7392 | 1.945 | 1.6801 | 1.4738 | 1.67 | 1.3989 |
Largest Winning Trade | 29263 | 29263 | 15799 | 50438 | 50438 | 19415 |
Largest Losing Trade | -16873 | -16873 | -7691 | -26771 | -26771 | -17928 |
Avg Bars in Trades | 338 | 466 | 215 | 338 | 466 | 215 |
Avg Bars in Winners | 466 | 684 | 296 | 466 | 684 | 296 |
Avg Bars in Losers | 228 | 313 | 129 | 228 | 313 | 129 |
Bars Traded | 23388 | 15845 | 7543 | 23388 | 15845 | 7543 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97591 | 84606 | 303031 | -101021 | -63595 | 234610 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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